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<table width="100%" summary="page for Pricing"><tr><td>Pricing</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2>Returns of Size-based Portfolios </h2>

<h3>Description</h3>

<p>monthly observations from 1959&ndash;02 to 1993&ndash;11
</p>
<p><em>number of observations</em> :  418
</p>


<h3>Usage</h3>

<pre>data(Pricing)</pre>


<h3>Format</h3>

<p>A time series containing :
</p>

<dl>
<dt>r1</dt><dd><p>monthly return on portfolio 1 (small firms)</p>
</dd>
<dt>r2</dt><dd><p>monthly return on portfolio 2 </p>
</dd>
<dt>r3</dt><dd><p>monthly return on portfolio 3</p>
</dd>
<dt>r4</dt><dd><p>monthly return on portfolio 4 </p>
</dd>
<dt>r5</dt><dd><p>monthly return on portfolio 5 </p>
</dd>
<dt>r6</dt><dd><p>monthly return on portfolio 6 </p>
</dd>
<dt>r7</dt><dd><p>monthly return on portfolio 7 </p>
</dd>
<dt>r8</dt><dd><p>monthly return on portfolio 8 </p>
</dd>
<dt>r9</dt><dd><p>monthly return on portfolio 9 </p>
</dd>
<dt>r10</dt><dd><p>monthly return on portfolio 10 (large firms)</p>
</dd>
<dt>rf</dt><dd><p>risk free rate (return on 3-month T-bill)</p>
</dd>
<dt>cons</dt><dd><p>real per capita consumption growth based on total US personal consumption expenditures (nondurables and services)</p>
</dd>
</dl>



<h3>Source</h3>

<p>Center for research in security prices.
</p>


<h3>References</h3>

<p>Verbeek, Marno (2004) <em>A Guide to Modern Econometrics</em>, John Wiley and Sons, chapter 5.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


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